PRICING ASIAN OPTIONS FOR JUMP DIFFUSION (Q3069960): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:33, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING ASIAN OPTIONS FOR JUMP DIFFUSION |
scientific article |
Statements
PRICING ASIAN OPTIONS FOR JUMP DIFFUSION (English)
0 references
2 February 2011
0 references
pricing Asian options
0 references
jump diffusions
0 references
an iterative numerical scheme
0 references
classical solutions of integro-partial differential equations
0 references
